+22.3%
BABA vs FSLR
+172.3%
-150.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | +8.6% | +10.7% | -2.1% | +6.4% |
| 30D | -1.1% | +8.9% | -10.0% | -2.9% |
| 3M | -15.9% | -17.3% | +1.4% | -13.0% |
| 6M | -17.5% | -10.8% | -6.8% | -16.8% |
| YTD | -25.6% | -25.1% | -0.5% | -22.9% |
| 1Y | -33.8% | -29.4% | -4.4% | -30.7% |
| 3Y | +34.6% | +28.8% | +5.8% | +15.0% |
| 5Y | -27.7% | +68.3% | -96.0% | -45.5% |
| 10Y | +17.7% | +502.7% | -485.0% | -39.0% |
| All | +22.3% | +172.3% | -150.0% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling